I am not an expert of -sureg-, but I think you need to use the option -corr- to have such statistic (if the test is significant, you should use -sureg-).
Nicola
>On Sat, 7 Apr 2007 you wrote:
>
>Estimate the sureg model. At the bottom of the list of coefficients is a
>statistic that can be used to evaluate whether there is sufficient gain to
>using sureg over (three) separate regressions are
>
>Sorry I cannot be more precise; I am traveling and do not have my manuals
>handy.
>
>HTH
>Sam
>
>On Sat, 7 Apr 2007 [email protected] wrote:
>
>> My questions is how can one test, using Stata, whether you need to use
>> seemingly unrelated regression (sureg) or not? I have 3 equations which
>> contain some identical variables. I want to test whether I need to use
>> sureg or not.
>>
>> Thank you,
>>
>> Anna
>> University of Minnesota
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